@article{cfe3c1353c504aab81a7ad1e9e3d0148,
title = "Return Seasonality in the Foreign Exchange Market",
author = "Yiuman Tse",
note = "I examine return seasonality in the foreign exchange market using currency futures during the period 1973−2015. All the G10 currency futures yield negative returns in January and this effect happens more often in the countries that have a tax year ending in December. In contrast, returns offered in April are positive.",
year = "2018",
month = jan,
day = "2",
doi = "10.1080/13504851.2017.1290766",
language = "American English",
volume = "25",
journal = "Applied Economics Letters",
}